1 files changed, 97 insertions, 0 deletions
diff --git a/python/headers/bond_upload.py b/python/headers/bond_upload.py
index 8f068412..c6ca15f1 100644
--- a/python/headers/bond_upload.py
+++ b/python/headers/bond_upload.py
@@ -64,3 +64,100 @@ bbh_bonds = [
     "Fund Accounting Only Trade (RPTO)",
     "Custody Only Trade (NACT)",
 ]
+
+bbh_swap = [
+    "Deal Type",
+    "Deal Id",
+    "Action",
+    "Client",
+    "Fund",
+    "Portfolio",
+    "Folder",
+    "Custodian",
+    "Cash Account",
+    "Counterparty",
+    "Comments",
+    "State",
+    "Trade Date",
+    "Reserved",
+    "Reserved",
+    "Reserved",
+    "Notional",
+    "PremiumSettlementDate",
+    "ExpirationDate",
+    "PremiumCurrency",
+    "PercentageOfPremium",
+    "ExerciseType",
+    "Reserved",
+    "SettlementMode",
+    "SettlementRate",
+    "Transaction Indicator",
+    "InitialMargin",
+    "InitialMarginPercentage",
+    "InitialMarginCurrency",
+    "ReceiveLegRateType",
+    "ReceiveFloatRate",
+    "ReceiveFirstCouponDate",
+    "ReceiveFirstCouponRate",
+    "ReceiveFixedRate",
+    "ReceiveDaycount",
+    "ReceiveFrequency",
+    "ReceivePaymentRollConvention",
+    "ReceiveEffectiveDate",
+    "ReceiveMaturityDate",
+    "ReceiveNotional",
+    "ReceiveArrears",
+    "ReceiveAdjusted",
+    "ReceiveCompound",
+    "ReceiveCurrency",
+    "PayLegRateType",
+    "PayFloatRate",
+    "PayFirstCouponDate",
+    "PayFirstCouponRate",
+    "PayFixedRate",
+    "PayDaycount",
+    "PayFrequency",
+    "PayPaymentRollConvention",
+    "PayEffectiveDate",
+    "PayMaturityDate",
+    "PayNotional",
+    "PayArrears",
+    "PayAdjusted",
+    "PayCompound",
+    "PayCurrency",
+    "RegenerateCashFlow",
+    "GiveUpBroker",
+    "ClientReference",
+    "ReceiveDiscountCurve",
+    "ReceiveForwardCurve",
+    "PayDiscountCurve",
+    "PayForwardCurve",
+    "ReceiveFixingFrequency",
+    "ReceiveInterestCalcMethod",
+    "ReceiveCompoundAverageFrequency",
+    "PayFixingFrequency",
+    "PayInterestCalcMethod",
+    "PayCompoundAverageFrequency",
+    "SwapType",
+    "AttachmentPoint",
+    "ExhaustionPoint",
+    "UnderlyingInstrument",
+    "AssociatedDealType",
+    "AssociatedDealId",
+    "CounterpartyReference",
+    "PremiumSettlementCurrency",
+    "PremiumSettlementAmount",
+    "ReceiveIMM Period",
+    "PayIMMPeriod",
+    "Reserved",
+    "ClearingFacility",
+    "Strike",
+    "CcpTradeRef",
+    "BreakClauseFrequency",
+    "BlockId",
+    "BlockAmount",
+    "Cross Currency Premium Payment",
+    "Premium Payment Amount",
+    "Netting Id",
+    "BreakClauseDate",
+]